Stock Screening with Amplitude, Rounded Price Action, and Large-Order Flow

Summary

This Chinese stock-screening note combines three filters: amplitude above 1, a rounded five-day price pattern, and a ranking based on large-order net volume. Its example formula also includes a closing-price condition and a volume-rank threshold. The author presents amplitude as a way to seek active stocks without excessive fluctuation, the rounded pattern as a sign of smoother movement, and large-order flow as a measure of institutional interest.

The note gives a qualitative rationale and a sample indicator formula, but it supplies no backtest results or evidence that the filters improve returns. It warns that short-term selection can raise risk, that price and chart patterns may lag or fail to predict direction, and recommends adding technical and fundamental inputs alongside stop-loss and take-profit controls. The stated rationale is broad, and the example’s fixed price condition may limit its use across stocks or market regimes.

Key ideas

• The proposed screen combines an amplitude threshold, a rounded five-day price pattern, and a large-order net-volume ranking.
• The example formula adds a specific closing-price condition and a volume-rank cutoff.
• The author argues that smoother price action and large-order interest may help select candidates, but provides no performance evidence.
• The note recommends combining the screen with other indicators, fundamental factors, and risk controls.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.